-55.8%
FISV vs EXE
+99.3%
-155.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -7.2% | -2.2% | -5.0% | -6.8% |
| 30D | -7.2% | -0.8% | -6.4% | -7.1% |
| 3M | -8.2% | +10.0% | -18.2% | -10.0% |
| 6M | -17.7% | -6.3% | -11.4% | -16.9% |
| YTD | -27.2% | -10.7% | -16.5% | -26.0% |
| 1Y | -63.0% | +2.7% | -65.6% | -63.5% |
| 3Y | -59.8% | +19.1% | -78.9% | -61.7% |
| 5Y | -55.8% | +105.4% | -161.2% | -61.9% |
| All | -55.8% | +99.3% | -155.1% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling